ABN Amro Bank NV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.27% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0920 | 9.71 | |
| 0.0360 | 8.37 | |
| 0.9266 | 219.15 | |
| 0.0355 | 4.03 |
Estimation Period:
Nov 24, 2015 to Feb 6, 2026
Nov 24, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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